Bugfix/calculation of portfolio summary caused by future liabilities (#3342)

* Adapt date of future activities

* Update changelog

CHANGELOG.md

@@ -5,6 +5,12 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## Unreleased
+
+### Fixed
+
+- Fixed an issue in the calculation of the portfolio summary caused by future liabilities
+
 ## 2.77.1 - 2024-04-27
 
 ### Added

apps/api/src/app/order/order.controller.ts

@@ -88,21 +88,26 @@ export class OrderController {
     @Headers(HEADER_KEY_IMPERSONATION.toLowerCase()) impersonationId,
     @Query('accounts') filterByAccounts?: string,
     @Query('assetClasses') filterByAssetClasses?: string,
-    @Query('range') dateRange: DateRange = 'max',
+    @Query('range') dateRange?: DateRange,
     @Query('skip') skip?: number,
     @Query('sortColumn') sortColumn?: string,
     @Query('sortDirection') sortDirection?: Prisma.SortOrder,
     @Query('tags') filterByTags?: string,
     @Query('take') take?: number
   ): Promise<Activities> {
+    let endDate: Date;
+    let startDate: Date;
+
+    if (dateRange) {
+      ({ endDate, startDate } = getInterval(dateRange));
+    }
+
     const filters = this.apiService.buildFiltersFromQueryParams({
       filterByAccounts,
       filterByAssetClasses,
       filterByTags
     });
 
-    const { endDate, startDate } = getInterval(dateRange);
-
     const impersonationUserId =
       await this.impersonationService.validateImpersonationId(impersonationId);
     const userCurrency = this.request.user.Settings.settings.baseCurrency;

apps/api/src/app/portfolio/calculator/portfolio-calculator.ts

@@ -37,6 +37,7 @@ import {
   eachDayOfInterval,
   endOfDay,
   format,
+  isAfter,
   isBefore,
   isSameDay,
   max,
@@ -44,13 +45,12 @@ import {
   subDays
 } from 'date-fns';
 import { first, last, uniq, uniqBy } from 'lodash';
-import ms from 'ms';
 
 export abstract class PortfolioCalculator {
   protected static readonly ENABLE_LOGGING = false;
 
   protected accountBalanceItems: HistoricalDataItem[];
-  protected orders: PortfolioOrder[];
+  protected activities: PortfolioOrder[];
 
   private configurationService: ConfigurationService;
   private currency: string;
@@ -96,7 +96,7 @@ export abstract class PortfolioCalculator {
     this.exchangeRateDataService = exchangeRateDataService;
     this.isExperimentalFeatures = isExperimentalFeatures;
 
-    this.orders = activities
+    this.activities = activities
       .map(
         ({
           date,
@@ -107,6 +107,12 @@ export abstract class PortfolioCalculator {
           type,
           unitPrice
         }) => {
+          if (isAfter(date, new Date(Date.now()))) {
+            // Adapt date to today if activity is in future (e.g. liability)
+            // to include it in the interval
+            date = endOfDay(new Date(Date.now()));
+          }
+
           return {
             SymbolProfile,
             tags,
@@ -917,7 +923,7 @@ export abstract class PortfolioCalculator {
       tags,
       type,
       unitPrice
-    } of this.orders) {
+    } of this.activities) {
       let currentTransactionPointItem: TransactionPointSymbol;
       const oldAccumulatedSymbol = symbols[SymbolProfile.symbol];
 

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator-liability.spec.ts

@@ -74,7 +74,7 @@ describe('PortfolioCalculator', () => {
       const activities: Activity[] = [
         {
           ...activityDummyData,
-          date: new Date('2022-01-01'),
+          date: new Date('2023-01-01'), // Date in future
           fee: 0,
           quantity: 1,
           SymbolProfile: {
@@ -96,61 +96,12 @@ describe('PortfolioCalculator', () => {
         userId: userDummyData.id
       });
 
-      const portfolioSnapshot = await portfolioCalculator.computeSnapshot(
-        parseDate('2022-01-01')
-      );
-
       spy.mockRestore();
 
-      expect(portfolioSnapshot).toEqual({
+      const liabilitiesInBaseCurrency =
-        currentValueInBaseCurrency: new Big('0'),
+        await portfolioCalculator.getLiabilitiesInBaseCurrency();
-        errors: [],
+
-        grossPerformance: new Big('0'),
+      expect(liabilitiesInBaseCurrency).toEqual(new Big(3000));
-        grossPerformancePercentage: new Big('0'),
-        grossPerformancePercentageWithCurrencyEffect: new Big('0'),
-        grossPerformanceWithCurrencyEffect: new Big('0'),
-        hasErrors: true,
-        netPerformance: new Big('0'),
-        netPerformancePercentage: new Big('0'),
-        netPerformancePercentageWithCurrencyEffect: new Big('0'),
-        netPerformanceWithCurrencyEffect: new Big('0'),
-        positions: [
-          {
-            averagePrice: new Big('3000'),
-            currency: 'USD',
-            dataSource: 'MANUAL',
-            dividend: new Big('0'),
-            dividendInBaseCurrency: new Big('0'),
-            fee: new Big('0'),
-            firstBuyDate: '2022-01-01',
-            grossPerformance: null,
-            grossPerformancePercentage: null,
-            grossPerformancePercentageWithCurrencyEffect: null,
-            grossPerformanceWithCurrencyEffect: null,
-            investment: new Big('0'),
-            investmentWithCurrencyEffect: new Big('0'),
-            marketPrice: null,
-            marketPriceInBaseCurrency: 3000,
-            netPerformance: null,
-            netPerformancePercentage: null,
-            netPerformancePercentageWithCurrencyEffect: null,
-            netPerformanceWithCurrencyEffect: null,
-            quantity: new Big('0'),
-            symbol: '55196015-1365-4560-aa60-8751ae6d18f8',
-            tags: [],
-            timeWeightedInvestment: new Big('0'),
-            timeWeightedInvestmentWithCurrencyEffect: new Big('0'),
-            transactionCount: 1,
-            valueInBaseCurrency: new Big('0')
-          }
-        ],
-        totalFeesWithCurrencyEffect: new Big('0'),
-        totalInterestWithCurrencyEffect: new Big('0'),
-        totalInvestment: new Big('0'),
-        totalInvestmentWithCurrencyEffect: new Big('0'),
-        totalLiabilitiesWithCurrencyEffect: new Big('0'),
-        totalValuablesWithCurrencyEffect: new Big('0')
-      });
     });
   });
 });

apps/api/src/app/portfolio/calculator/twr/portfolio-calculator.ts

@@ -203,7 +203,7 @@ export class TWRPortfolioCalculator extends PortfolioCalculator {
     let valueAtStartDateWithCurrencyEffect: Big;
 
     // Clone orders to keep the original values in this.orders
-    let orders: PortfolioOrderItem[] = cloneDeep(this.orders).filter(
+    let orders: PortfolioOrderItem[] = cloneDeep(this.activities).filter(
       ({ SymbolProfile }) => {
         return SymbolProfile.symbol === symbol;
       }

apps/api/src/app/portfolio/current-rate.service.mock.ts

@@ -8,6 +8,13 @@ import { GetValuesParams } from './interfaces/get-values-params.interface';
 
 function mockGetValue(symbol: string, date: Date) {
   switch (symbol) {
+    case '55196015-1365-4560-aa60-8751ae6d18f8':
+      if (isSameDay(parseDate('2022-01-31'), date)) {
+        return { marketPrice: 3000 };
+      }
+
+      return { marketPrice: 0 };
+
     case 'BALN.SW':
       if (isSameDay(parseDate('2021-11-12'), date)) {
         return { marketPrice: 146 };